Mblaze Ultra Wifi dongle tends to work on machine runs on WindowsXP sp3 and Newer. To use it on XP SP2 you need to download few hotfixes and install them to let your modem work.
Follow these Steps to Use MTS Ultra WIFI in Windows XP SP2
Step 1. Uninstall the Software if you already installed.
Update #1. – Seems Microsoft vanished the KB917021 Download file, Use this KB917021 Mirror Download link.
Step 3. Install both hotfixes. See image.
Install TetherXp File. Restart the PC and unplug the Modem.
Step 4. Plug the modem and Now Install the Mblaze Software. Let windows install the drivers automatically. ( You can see in the taskbar it will install RNDIS driver so wait for a minute or two.
Note. When the Setup will complete A box will display saying you need to install Some hotfix to work. click OKEY in that. Your PC will restart and your modem will work now.
Make sure you are using a modern browser like Chrome or Firefox.
Set Google Chrome as default Browser and Run Mblaze Software. It will Work as it supposed to.
====== Other Ways ========
Windows XP is old, try considering new Windows version or try these altranative operating systems.